Mac OS X Leopard only: Dig into advanced user settings on your Mac by Ctrl+clicking on an account name in the System Preferences>Accounts area. (Update: Be sure to click the lock in the lower left to enable the Advanced menu.) There you can change Leopard's default login shell, the account's home directory or short name, and other important, scary, things that are just daring you to mess with them. (Actually, don't, unless you really know what you're doing.) As for shell options? Mac OS Hints explains:

In the resulting Advanced Options screen, either type in the path to your preferred shell, or choose among the various shells already installed in /bin: bash, tcsh, sh, csh, zsh, or ksh.

Do you prefer an alternative shell on your Mac? Why? Tell us in the comments.